Return And Correlations Of Malaysian Sector Stock Indices Under Different Market Conditions

Kajian ini ingin mengetahui potensi manfaat kepelbagaian melabur antara sektor dan indeks dalam Pasaran Malaysia. This study look at potential diversification benefits of investing between sectors and the index within Malaysian Market. In additional, this study examines returns and correlation...

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Détails bibliographiques
Auteur principal: Lee , Sze Aoh
Format: Thèse
Langue:anglais
Publié: 2015
Sujets:
Accès en ligne:http://eprints.usm.my/29997/
Description
Résumé:Kajian ini ingin mengetahui potensi manfaat kepelbagaian melabur antara sektor dan indeks dalam Pasaran Malaysia. This study look at potential diversification benefits of investing between sectors and the index within Malaysian Market. In additional, this study examines returns and correlations of seven Malaysian sector indices along with Kuala Lumpur Composite Index (KLCI) under different market conditions from January 2008 to December 2014.